| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
3,854.75 |
3,831.25 |
-23.50 |
-0.6% |
3,817.25 |
| High |
3,878.75 |
3,901.25 |
22.50 |
0.6% |
3,912.00 |
| Low |
3,796.25 |
3,826.25 |
30.00 |
0.8% |
3,720.50 |
| Close |
3,819.25 |
3,873.25 |
54.00 |
1.4% |
3,839.00 |
| Range |
82.50 |
75.00 |
-7.50 |
-9.1% |
191.50 |
| ATR |
73.24 |
73.87 |
0.63 |
0.9% |
0.00 |
| Volume |
2,198,363 |
1,704,837 |
-493,526 |
-22.4% |
11,678,214 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,092.00 |
4,057.50 |
3,914.50 |
|
| R3 |
4,017.00 |
3,982.50 |
3,894.00 |
|
| R2 |
3,942.00 |
3,942.00 |
3,887.00 |
|
| R1 |
3,907.50 |
3,907.50 |
3,880.00 |
3,924.75 |
| PP |
3,867.00 |
3,867.00 |
3,867.00 |
3,875.50 |
| S1 |
3,832.50 |
3,832.50 |
3,866.50 |
3,849.75 |
| S2 |
3,792.00 |
3,792.00 |
3,859.50 |
|
| S3 |
3,717.00 |
3,757.50 |
3,852.50 |
|
| S4 |
3,642.00 |
3,682.50 |
3,832.00 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,398.25 |
4,310.25 |
3,944.25 |
|
| R3 |
4,206.75 |
4,118.75 |
3,891.75 |
|
| R2 |
4,015.25 |
4,015.25 |
3,874.00 |
|
| R1 |
3,927.25 |
3,927.25 |
3,856.50 |
3,971.25 |
| PP |
3,823.75 |
3,823.75 |
3,823.75 |
3,846.00 |
| S1 |
3,735.75 |
3,735.75 |
3,821.50 |
3,779.75 |
| S2 |
3,632.25 |
3,632.25 |
3,804.00 |
|
| S3 |
3,440.75 |
3,544.25 |
3,786.25 |
|
| S4 |
3,249.25 |
3,352.75 |
3,733.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,901.25 |
3,720.50 |
180.75 |
4.7% |
97.25 |
2.5% |
85% |
True |
False |
2,449,436 |
| 10 |
3,934.50 |
3,720.50 |
214.00 |
5.5% |
90.00 |
2.3% |
71% |
False |
False |
2,339,994 |
| 20 |
3,959.25 |
3,720.50 |
238.75 |
6.2% |
68.50 |
1.8% |
64% |
False |
False |
1,889,187 |
| 40 |
3,959.25 |
3,656.50 |
302.75 |
7.8% |
64.00 |
1.7% |
72% |
False |
False |
1,677,600 |
| 60 |
3,959.25 |
3,596.00 |
363.25 |
9.4% |
60.00 |
1.6% |
76% |
False |
False |
1,571,323 |
| 80 |
3,959.25 |
3,504.50 |
454.75 |
11.7% |
56.50 |
1.5% |
81% |
False |
False |
1,184,561 |
| 100 |
3,959.25 |
3,215.75 |
743.50 |
19.2% |
60.00 |
1.5% |
88% |
False |
False |
948,174 |
| 120 |
3,959.25 |
3,190.25 |
769.00 |
19.9% |
61.25 |
1.6% |
89% |
False |
False |
790,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,220.00 |
|
2.618 |
4,097.50 |
|
1.618 |
4,022.50 |
|
1.000 |
3,976.25 |
|
0.618 |
3,947.50 |
|
HIGH |
3,901.25 |
|
0.618 |
3,872.50 |
|
0.500 |
3,863.75 |
|
0.382 |
3,855.00 |
|
LOW |
3,826.25 |
|
0.618 |
3,780.00 |
|
1.000 |
3,751.25 |
|
1.618 |
3,705.00 |
|
2.618 |
3,630.00 |
|
4.250 |
3,507.50 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,870.00 |
3,853.75 |
| PP |
3,867.00 |
3,834.25 |
| S1 |
3,863.75 |
3,815.00 |
|